Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 54'000 | 54'000 | 53'475 | 53'475 | 147'299 CHF | 147'835 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 148'089 CHF | 148'621 CHF | 100.00% | 100.00% |
13.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 145'835 CHF | 146'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 146'001 CHF | 146'554 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 56'000 | 56'000 | 55'990 | 55'990 | 146'992 CHF | 147'552 CHF | 99.06% | 99.06% |
07.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 56'000 | 56'000 | 55'997 | 55'997 | 146'066 CHF | 146'626 CHF | 99.66% | 99.66% |
06.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 145'444 CHF | 146'009 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 146'190 CHF | 146'759 CHF | 99.98% | 99.98% |
02.05.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 145'862 CHF | 146'423 CHF | 99.99% | 99.99% |
30.04.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 57'000 | 57'000 | 56'959 | 56'959 | 145'492 CHF | 146'062 CHF | 100.00% | 100.00% |